Information Journal Paper
APA:
CopyENGLE, R.F., & ROTHSCHILD, M.. (1990). ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS. JOURNAL OF ECONOMETRICS, 45(1-2), 213-238. SID. https://sid.ir/paper/609929/en
Vancouver:
CopyENGLE R.F., ROTHSCHILD M.. ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS. JOURNAL OF ECONOMETRICS[Internet]. 1990;45(1-2):213-238. Available from: https://sid.ir/paper/609929/en
IEEE:
CopyR.F. ENGLE, and M. ROTHSCHILD, “ASSET PRICING WITH A FACTOR-ARCH COVARIANCE STRUCTURE: EMPIRICAL ESTIMATES FOR TREASURY BILLS,” JOURNAL OF ECONOMETRICS, vol. 45, no. 1-2, pp. 213–238, 1990, [Online]. Available: https://sid.ir/paper/609929/en